Analysis run in : 2024-10-05 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -1,280 | 49,617 | 1.240036 | 1.004243 |
| 1 | equities | 1170E1 | VIX FUTURES | -15,877 | -10,810 | 0.869583 | 1.211989 |
| 2 | equities | 239742 | RUSSELL E-MINI | 20,744 | -1,403 | 1.323128 | 2.018432 |
| 3 | equities | 12460+ | DJIA Consolidated | 17,071 | 1,633 | 1.611368 | 1.287011 |
| 4 | equities | 209742 | NASDAQ MINI | 18,569 | -2,241 | 0.287453 | 0.872685 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | 0 | 0 | 0.000000 | 0.000000 |
| 6 | rates | 043602 | UST 10Y NOTE | -1,147,933 | -129,908 | -1.634807 | -2.136980 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,540,385 | 6,416 | 1.187821 | -0.282829 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,185,517 | -131,511 | -0.877544 | -1.040771 |
| 9 | rates | 020601 | UST BOND | -89,209 | 61,293 | -1.005336 | -1.435267 |
| 10 | rates | 045601 | FED FUNDS | 245,693 | 29,833 | 1.977329 | 2.173238 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 168 | -782 | -1.928139 | -1.073947 |
| 13 | currencies | 097741 | JAPANESE YEN | 55,517 | -8,546 | 0.871344 | 1.532397 |
| 14 | currencies | 099741 | EURO FX | 70,100 | -16,648 | 0.245604 | 0.761129 |
| 15 | currencies | 096742 | BRITISH POUND | 100,815 | 6,819 | 0.210316 | 0.885731 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 16,863 | 26,288 | 1.741331 | 1.710961 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -71,754 | -4,920 | 1.069850 | 0.837487 |
| 18 | currencies | 095741 | MEXICAN PESO | 25,907 | 13,618 | -0.835564 | -1.200627 |
| 19 | currencies | 112741 | NZ DOLLAR | 1,970 | 3,428 | 0.121533 | 0.162876 |
| 20 | currencies | 092741 | SWISS FRANC | -24,079 | -3,467 | 0.579529 | 1.071497 |
| 21 | commodities | 133741 | BITCOIN | -1,801 | -132 | -1.778124 | -2.100684 |
| 22 | commodities | 06765T | BRENT LAST DAY | -16,820 | 14,940 | 0.720311 | 1.013331 |
| 23 | commodities | 088691 | GOLD | 300,699 | -13,240 | 0.906903 | 1.506096 |
| 24 | commodities | 085692 | COPPER- #1 | 42,527 | 7,622 | 0.962452 | 0.126110 |
| 25 | commodities | 023651 | NAT GAS NYME | -107,509 | -17,005 | -1.583616 | -0.239467 |
| 26 | commodities | 111659 | GASOLINE RBOB | 32,455 | 1,891 | 0.656699 | -0.401361 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -15,214 | 442 | -1.647823 | -2.318172 |
| 28 | commodities | 084691 | SILVER | 54,983 | -6,420 | 0.890809 | 0.858029 |
| 29 | commodities | 076651 | PLATINUM | 28,778 | 3,491 | 1.469350 | 1.317600 |
| 30 | commodities | 002602 | CORN | -13,177 | 50,616 | 1.599141 | 1.650699 |
| 31 | commodities | 005602 | SOYBEANS | -49,712 | 31,472 | 2.427776 | 1.528842 |
| 32 | commodities | 001602 | WHEAT-SRW | -15,620 | 2,097 | 1.551767 | 1.336278 |
| 33 | commodities | 001612 | WHEAT-HRW | -6,013 | 5,322 | 1.669963 | 1.358731 |
| 34 | commodities | 057642 | LIVE CATTLE | 88,866 | 20,919 | 1.331680 | 1.589536 |
| 35 | commodities | 054642 | LEAN HOGS | 74,968 | 12,206 | 1.974913 | 0.822198 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 138,293 | 14,900 | 2.080800 | 2.417099 |
| 37 | commodities | 033661 | COTTON NO. 2 | -4,465 | 6,917 | 1.898695 | 0.022155 |
| 38 | commodities | 083731 | COFFEE C | 64,558 | -753 | -0.117331 | -0.382003 |
| 39 | commodities | 073732 | COCOA | 33,717 | 3,591 | 2.429374 | 2.767188 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,631 | -497 | 0.175178 | 0.219996 |
Plotting plotly¶
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